R. R. A. Mendes

Publication Activity (10 Years)

Years Active: 2016-2016
Publications (10 Years): 1

Top Topics

Portfolio Optimization

Multivariate Time Series

Experimental Designs

Top Venues

Comput. Oper. Res.

Publications

R. R. A. Mendes, Anderson Paulo de Paiva, Rogério Santana Peruchi, Pedro Paulo Balestrassi, Rafael Coradi Leme, Messias Borges da Silva
Multiobjective portfolio optimization of ARMA-GARCH time series based on experimental designs. Comput. Oper. Res. 66 (2016)